I'd go back to the points in time when major religions started and make sure to kill their leaders before they ever plant their first poisonous seeds. I'd then make sure the Roman Empire never falls...

Yeah. I'd have to keep having to go forwards and back to knock off the new religions as they would crop up.

The amusing part is that every society would report mysterious happenings -- every time some local priest or shaman started becoming popular, a mysterious stranger would appear and murder him/her. Soon the entire world would be worshipping Psyborgue as the One True God, and he'd have to kill himself.